Zhongsheng Group Holdings Ltd (ZSHGY)
18.40
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Zhongsheng Group Holdings Max Drawdown (5Y): 82.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.77% |
| March 31, 2024 | 82.77% |
| February 29, 2024 | 82.19% |
| January 31, 2024 | 82.19% |
| December 31, 2023 | 78.38% |
| November 30, 2023 | 75.94% |
| October 31, 2023 | 75.94% |
| September 30, 2023 | 72.32% |
| August 31, 2023 | 70.80% |
| July 31, 2023 | 63.97% |
| June 30, 2023 | 63.15% |
| May 31, 2023 | 62.39% |
| April 30, 2023 | 60.73% |
| March 31, 2023 | 60.73% |
| February 28, 2023 | 60.73% |
| January 31, 2023 | 60.73% |
| December 31, 2022 | 60.73% |
| November 30, 2022 | 60.73% |
| October 31, 2022 | 60.73% |
| September 30, 2022 | 60.73% |
| August 31, 2022 | 53.01% |
| July 31, 2022 | 43.87% |
| June 30, 2022 | 43.87% |
| May 31, 2022 | 43.87% |
| April 30, 2022 | 43.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.87% |
| February 28, 2022 | 30.79% |
| January 31, 2022 | 23.44% |
| December 31, 2021 | 22.79% |
| November 30, 2021 | 21.30% |
| October 31, 2021 | 21.30% |
| September 30, 2021 | 21.30% |
| August 31, 2021 | 20.44% |
| July 31, 2021 | 42.68% |
| June 30, 2021 | 42.68% |
| May 31, 2021 | 68.02% |
| April 30, 2021 | 68.02% |
| March 31, 2021 | 68.02% |
| February 28, 2021 | 68.02% |
| January 31, 2021 | 68.02% |
| December 31, 2020 | 68.02% |
| November 30, 2020 | 68.02% |
| October 31, 2020 | 68.02% |
| September 30, 2020 | 69.59% |
| August 31, 2020 | 69.59% |
| July 31, 2020 | 69.59% |
| June 30, 2020 | 69.59% |
| May 31, 2020 | 79.00% |
| April 30, 2020 | 79.00% |
| March 31, 2020 | 79.00% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
20.44%
Minimum
Aug 2021
82.77%
Maximum
Mar 2024
62.45%
Average
68.02%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Kandi Technologies Group Inc | 86.54% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.27 |
| Beta (5Y) | 0.56 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.94% |
| Historical Sharpe Ratio (5Y) | -0.1871 |
| Historical Sortino (5Y) | -0.3311 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |